How to make Exe file of desktop application

Hello friends,
from last 1.5 years i am making web application .. now my new task is to make java desktop application using swing. i am learning how to make it . but i am not sure that how will i create exe file that run in all computer independently.
is it necessary to have jdk in all computer in that i want to run that application. i know how to make jar file. is jar file is same as exe file ?

"Convert Java to EXE - Why, When, When Not and How"
(sorry cannot post link yet, just paste this in google)

It is NOT simple issue because use have to take care about
clients Java environment.

If this is very important thing for you
i suggest that you:

1. take a client PC with fresh installed OS and no Java on it
2. Go step by step through problem description in link I posted.
Find a problem-solution type that fits your situation.
3. Experiment with it

Always have in mind that users like to have most simple solution
like just double-click on your application to run it.